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~language:"eng"
~language:"und"
~person:"Medeiros, Marcelo C."
~person:"Pierdzioch, Christian"
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Volatilität
136
Volatility
126
Schätzung
74
Estimation
65
Prognoseverfahren
64
Forecasting model
61
Börsenkurs
40
Share price
38
Theorie
37
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35
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28
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25
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23
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23
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22
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21
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21
Welt
21
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21
Forecasting
19
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19
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18
forecasting
18
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14
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14
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14
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13
OECD-Staaten
13
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13
Time series analysis
13
Wechselkurspolitik
13
realized volatility
13
Neue Makroökonomik offener Volkswirtschaften
12
Oil price
12
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12
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11
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German
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Medeiros, Marcelo C.
Pierdzioch, Christian
McAleer, Michael
592
Gupta, Rangan
249
Caporale, Guglielmo Maria
223
Chang, Chia-Lin
212
Bollerslev, Tim
192
Diebold, Francis X.
150
Koopman, Siem Jan
137
Spagnolo, Nicola
129
Asai, Manabu
120
Bouri, Elie
106
Härdle, Wolfgang
101
Lux, Thomas
101
Aizenman, Joshua
100
Andersen, Torben
98
Hammoudeh, Shawkat
97
Bekaert, Geert
94
Caporin, Massimiliano
92
Chiarella, Carl
92
Ma, Feng
92
Chevallier, Julien
86
Hautsch, Nikolaus
86
Bahmani-Oskooee, Mohsen
85
Todorov, Viktor
85
Andersen, Torben G.
84
Shephard, Neil
82
Allen, David E.
81
Engle, Robert F.
79
Mumtaz, Haroon
77
Buch, Claudia M.
74
Clements, Adam
74
McMillan, David G.
74
Davis, Steven J.
72
Ghysels, Eric
68
Kočenda, Evžen
68
Barndorff-Nielsen, Ole E.
67
Tiwari, Aviral Kumar
65
Christiansen, Charlotte
64
Hafner, Christian M.
64
Herwartz, Helmut
63
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6
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2
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2
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1
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1
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1
School of Economics and Management, University of Aarhus
1
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1
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1
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12
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8
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7
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7
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6
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5
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2
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2
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2
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2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
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2
Annals of financial economics
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Bundesbank Series 2 Discussion Paper
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CESifo Working Paper
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CREATES Research Papers
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Computational economics
1
Computing in Economics and Finance 2002
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Discussion Paper Series 2
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Discussion Paper Series 2: Banking and Financial Studies
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ECONIS (ZBW)
123
RePEc
20
EconStor
17
USB Cologne (EcoSocSci)
1
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1
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
4
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
5
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
6
Stock market
volatility
and multi-scale positive and negative bubbles
Gupta, Rangan
;
Nel, Jacobus
;
Nielsen, Joshua
; …
-
2023
Persistent link: https://www.econbiz.de/10014281697
Saved in:
7
Do U.S. economic conditions at the state level predict the realized
volatility
of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
8
Forecasting the conditional distribution of realized
volatility
of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan
;
Ji, Qiang
;
Pierdzioch, Christian
; …
-
2023
Persistent link: https://www.econbiz.de/10014304985
Saved in:
9
Climate risks and state-level stock-market realized
volatility
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448268
Saved in:
10
Business applications and state-level stock market realized
volatility
: a forecasting experiment
Bonato, Matteo
;
Ҫepni, Oğuzhan
;
Gupta, Rangan
; …
-
2022
Persistent link: https://www.econbiz.de/10013448280
Saved in:
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